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positive_eps_streak on NAVIENT CORP (NAVI)
SIC 6211 — Security Brokers, Dealers & Flotation Companies · CIK 1593538 · default direction: long
Definition
Fires on companies with consecutive years of positive earnings — quality compounder candidates. Surfaces stable franchises with earnings durability, not speculative growth.
Every time the signal fired on NAVI
| FY | Filing date | Event date | 1d | 5d | 20d | 60d | 252d |
|---|---|---|---|---|---|---|---|
| FY2024 | 2025-02-27 | 2025-02-27 | +2.29% | -1.14% | -4.54% | -4.18% | -35.35% |
| FY2023 | 2024-02-26 | 2024-02-26 | -1.06% | +2.97% | +7.55% | -2.99% | -9.45% |
| FY2022 | 2023-02-24 | 2023-02-24 | -0.83% | +0.62% | -15.15% | -15.65% | -8.87% |
| FY2021 | 2022-02-25 | 2022-02-25 | -3.29% | -8.61% | -4.46% | -14.76% | +3.13% |
| FY2020 | 2021-02-26 | 2021-02-26 | +5.25% | +5.37% | +15.59% | +43.16% | +52.55% |
| FY2019 | 2020-02-27 | 2020-02-27 | -0.49% | -6.14% | -27.44% | -37.33% | +17.48% |
| FY2018 | 2019-02-26 | 2019-02-26 | -0.40% | -3.69% | -6.59% | +6.28% | +0.25% |
| FY2017 | 2018-02-26 | 2018-02-26 | -1.36% | +2.63% | -0.20% | +10.11% | -0.40% |
| FY2016 | 2017-02-24 | 2017-02-24 | +1.24% | -2.07% | -8.08% | -7.56% | -9.81% |
| FY2015 | 2016-02-25 | 2016-02-25 | -0.66% | +7.29% | +13.86% | +20.81% | +51.22% |
Forward returns are stock returns from event date (next trading day after filing). Sign is raw stock direction; the trade direction is in the calibration table below.
Universe-wide calibration (this signal across all companies)
| Horizon | n events | Gross stock ret | Hit rate | Trade dir | Net PnL | Cost (bps) | r/σ net |
|---|---|---|---|---|---|---|---|
| 1d | 21,256 | +0.05% | +49.53% | long | -0.16% | 22 | -0.04 |
| 5d | 21,258 | +0.10% | +50.10% | long | -0.10% | 22 | -0.00 |
| 20d | 21,218 | -0.80% | +49.80% | long | -1.03% | 22 | -0.04 |
| 60d | 19,852 | +1.64% | +54.15% | long | +1.48% | 22 | +0.04 |
| 252d | 19,501 | +13.65% | +64.44% | long | +13.47% | 22 | +0.27 |
Net PnL is direction × stock return − round-trip execution cost (5 bps half-spread + ADV-tiered borrow). See positive_eps_streak methodology for the full audit.